Stochastic Modeling

Fermionic probabilities and Gibbs distribuions

Existence, Uniqueness and Construction of Quasi-Stionary Distributions (QSDs) for General One-dimensional Diffusion.

On statistical properties of randomly perturbed dynamical systems

Connections between high-breakdown point linear regression and compressed sensing.

Asymptotic behavior of some robust estimators under short-and long-range dependence

Dynamic risk measures for exponential Levy market models

Spining Brownian Motion

Approximation of Markov processes conditioned on non-absorption

Protein bioinformatics for rational drug design

Extrapolation of urn models via Poissonization